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Outlier Mining Based on Principal Component Estimation

โœ Scribed by Hu Yang; Ting Yang


Book ID
106301066
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2005
Tongue
English
Weight
155 KB
Volume
21
Category
Article
ISSN
0168-9673

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Robust principal components regression b
โœ M.H. Zhang; Q.S. Xu; D.L. Massart ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 438 KB

A robust method called robust principal components regression based on principal sensitivity vectors (RPPSV) is developed for outlier detection in regression. The method is evaluated by its outlier detection ability and the root mean square error of prediction (RMSEP) for a test set using simulated